Level crossing analysis of the stock markets
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Publication:2904235
DOI10.1088/1742-5468/2006/06/P06008zbMath1244.91071arXivphysics/0601205MaRDI QIDQ2904235
M. Sadegh Movahed, Seyed Farhad Masoudi, M. Reza Rahimi Tabar, S. Mahdi Fazeli, Gholam Reza Jafari
Publication date: 12 August 2012
Published in: Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/physics/0601205
91G60: Numerical methods (including Monte Carlo methods)
91G70: Statistical methods; risk measures
91B80: Applications of statistical and quantum mechanics to economics (econophysics)
60G20: Generalized stochastic processes
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